Macro Quant Researcher, Tier 1 Systematic Hedge Fund, Zurich
Job Title: Macro Quant Researcher, Tier 1 Systematic Hedge Fund, Zurich
We are currently working with one of the leading multimanager funds globally, with a quant research position as part of a well-established pod. The team have had a successful track record spanning 3 years already at this firm, and are looking to expand as a result of their outstanding PnL YTD. The pod trade macro strategies and ideally want a profile with Fx / Futures experience, but are open to all angles within the macro space. Their holding periods typically range from daily to 2 weeks at most.
The PM has over 13 years of experience, they have a PhD in financial mathematics and they are known for creating a very collaborative culture within their teams. They are looking for an alpha researcher, to be given a pathway into their own capital allocation. For now, you will be able to leverage on their incredible data and technology offering, and take lead on building your own strategies.
The role initially will focus predominantly on alpha research, but they want an individual that wants to learn about all other aspects of the investment process (e.g. portfolio construction), so they can one day be fully autonomous if required.
Key Responsibilities
- Design and implement systematic macro strategies using economic indicators, market data, and alternative datasets.
- Conduct rigorous backtesting and statistical analysis to validate hypotheses and improve signal quality.
- Collaborate with portfolio managers, data scientists, and technologists to integrate research into production.
- Monitor and refine live strategies based on market conditions and performance metrics.
- Publish internal research and contribute to the firm's macroeconomic outlook.
Qualifications
- Degree (PhD or MSc) in a quantitative field such as Economics, Finance, Mathematics, Statistics, or Computer Science.
- Strong programming skills in Python, C++ or C#
- Deep understanding of macroeconomic theory and global financial markets.
- Experience with time-series modelling, machine learning, and signal generation.
- Prior experience in a hedge fund, asset manager, or investment bank is preferred.
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